Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.539420 0.604275 0.677265 0.766201 0.872608 0.997082 1.155591
2024-10-20 0.468158 0.548824 0.645871 0.773297 0.939432 1.153510 1.458704
2024-10-27 0.411993 0.498993 0.608888 0.761607 0.974728 1.272324 1.741001
2024-11-03 0.385297 0.480885 0.607261 0.792761 1.069861 1.490726 2.230905
2024-11-10 0.368488 0.472742 0.616545 0.838990 1.194529 1.783887 2.955352
2024-11-17 0.344714 0.451818 0.604571 0.851109 1.268088 2.014176 3.676237
2024-11-24 0.321100 0.428336 0.585580 0.848664 1.316131 2.212528 4.440973
2024-12-01 0.293550 0.396412 0.550207 0.814219 1.300543 2.283083 4.948216
2024-12-08 0.270366 0.369011 0.519034 0.782504 1.283863 2.346977 5.485131
2024-12-15 0.260176 0.360378 0.516431 0.799474 1.364000 2.650655 6.992049
2024-12-22 0.258836 0.365154 0.535742 0.858188 1.542385 3.264813 10.372355
2024-12-29 0.250447 0.357951 0.534168 0.877461 1.640622 3.718386 13.934011
2025-01-05 0.235510 0.340036 0.514270 0.861959 1.664761 4.000097 17.500155
2025-01-12 0.222491 0.324317 0.496759 0.848881 1.692560 4.316575 22.456674
2025-01-19 0.208738 0.306423 0.473811 0.821572 1.678700 4.488915 27.149267
2025-01-26 0.203346 0.302257 0.475340 0.846325 1.809600 5.303965 44.696346
2025-02-02 0.200589 0.302353 0.484693 0.889777 2.008481 6.616125 94.353370
2025-02-09 0.193802 0.294872 0.478888 0.897877 2.106436 7.579864 181.035057
2025-02-16 0.186015 0.285092 0.467745 0.891798 2.158661 8.374925 353.242594
2025-02-23 0.175372 0.269577 0.444138 0.852659 2.091110 8.380798 477.776726
2025-03-02 0.165888 0.255715 0.422971 0.817393 2.030010 8.399123 673.942160
2025-03-09 0.162319 0.252432 0.422803 0.834439 2.158771 9.946248 4924.599005
2025-03-16 0.163026 0.257027 0.439042 0.896112 2.480285 13.867583 NaN